Find the correlation co-efficient between X and Y, which are jointly normally distributed with 1 1 2rxy f(x, y) = -еxp 1-r? - 2π σ, σ, νι- 2(1-r2) o Ox O y

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Find the correlation co-efficient between X and Y, which are jointly normally
distributed with
1
1
x²
2rxy
f(x, y)
exp
||
+
o, V1-r?
2(1–r²) ( o?
Ox Oy
2πσ σ,
Transcribed Image Text:Find the correlation co-efficient between X and Y, which are jointly normally distributed with 1 1 x² 2rxy f(x, y) exp || + o, V1-r? 2(1–r²) ( o? Ox Oy 2πσ σ,
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